INTERNATIONAL PRODUCTS

COUNTERPARTY Canadian Imperial Bank of Commerce
TYPE Note
CURRENCY USD
CURRENT PRICE 112.97% (as at 06/07/2026 10:07 UK Time)

STRIKE DATE 12/12/2023
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: 100% Capital Protected Income & Growth Unconditional coupon: 20% at year 3 based on 50% of capital Participation Rate: 100% Capped at 137% Growth Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS2716096636
NEXT POTENTIAL MATURITY DATE 21/12/2026

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COUNTERPARTY Societe generale
TYPE Note
CURRENCY USD
CURRENT PRICE 59.83% (as at 06/07/2026 10:07 UK Time)

STRIKE DATE 06/11/2023
RETURN & BARRIERS
Maximum Term: 4 Years Investment Structure: Fixed Income Fixed Income Rate: USD: 13.48% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2659731082
NEXT POTENTIAL MATURITY DATE 06/08/2026

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COUNTERPARTY
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 03/11/2023
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Low Hurdle Autocall Autocall Opportunities: Semi- Annual (First observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP= 5% Semi- Annually (10% p.a.) Low Hurdle Trigger: 85% of initial level at maturity for all accumulated coupons Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 10.00% p.a.
ISIN XS2712133524
NEXT POTENTIAL MATURITY DATE 05/11/2024

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COUNTERPARTY UniCredit
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 31/10/2023
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Annually (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 1.86% Quarterly Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.44% p.a.
ISIN DE000HC9Q8D5
NEXT POTENTIAL MATURITY DATE 31/10/2024

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COUNTERPARTY UniCredit
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 31/10/2023
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Annually (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 2.00% Quarterly Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8.00% p.a.
ISIN DE000HC9Q8C7
NEXT POTENTIAL MATURITY DATE 31/10/2024

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COUNTERPARTY Societe Generale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 31/10/2023
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Memory Knock-out Autocall Autocall Opportunities: Semi-annual (First Observation at 12 months) Knock Out Trigger: 90% of initial level Coupon Rate: USD: 10.00% Semi-annual (20.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 20.00% p.a.
ISIN XS2699501370
NEXT POTENTIAL MATURITY DATE 31/10/2024

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COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE 123.38% (as at 06/07/2026 10:07 UK Time)

STRIKE DATE 29/11/2023
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP: 4.70% Semi-Annually (9.40% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS2682833822
NEXT POTENTIAL MATURITY DATE 30/11/2026

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COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE 124.93% (as at 06/07/2026 10:07 UK Time)

STRIKE DATE 29/11/2023
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 5.00% Semi-Annually (10.00% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS2682834044
NEXT POTENTIAL MATURITY DATE 30/11/2026

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COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 27/10/2023
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 24 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 3.76% Semi-Annually (7.52% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN 7.52% p.a.
ISIN XS2682578963
NEXT POTENTIAL MATURITY DATE 27/10/2025

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COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 27/10/2023
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 24 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP: 3.89% Semi-Annually (7.78% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN 7.78% p.a.
ISIN XS2682578880
NEXT POTENTIAL MATURITY DATE 27/10/2025

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COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 27/10/2023
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annually(First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP: 4.34% Semi-Annual (8.68% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 8.68% p.a.
ISIN XS2638620232
NEXT POTENTIAL MATURITY DATE 28/04/2025

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COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 27/10/2023
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annually(First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP: 3.873% Semi-Annual (7.746% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.746% p.a.
ISIN XS2682714147
NEXT POTENTIAL MATURITY DATE 28/10/2024

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COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 27/10/2023
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 3.715% Semi Annually (7.43% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.43% p.a.
ISIN XS2637632469
NEXT POTENTIAL MATURITY DATE 28/10/2024

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COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 27/10/2023
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annually(First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP: 4.40% Semi-Annual (8.80% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8.80% p.a
ISIN XS2641283234
NEXT POTENTIAL MATURITY DATE 28/10/2024

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COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 22/11/2023
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Low Hurdle Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level, reduced to 70% on the Final Observation Coupon Rate: USD: 6.00% Quarterly (24.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 24.00% p.a.
ISIN XS2641306894
NEXT POTENTIAL MATURITY DATE 22/11/2024

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COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 28/11/2023
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annually (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 3.60% Semi-Annual (7.20% p.a.) Income Trigger: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.20% p.a.
ISIN XS2638665336
NEXT POTENTIAL MATURITY DATE 28/11/2024

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COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 25/10/2023
RETURN & BARRIERS
Investment Structure: Twin-Win: 100% Participation in the growth or decline of the S&P 500. Kick out barrier of 75% and 125% If barrier is breached 5.30% flat coupon is paid at maturity. 5.30% Guaranteed coupon at maturity if no breach and growth or decline is less than 5.30%. 100% Capital Protected. Capital Risk: Capital protected
P.A. RETURN
ISIN XS2682794669
NEXT POTENTIAL MATURITY DATE 20/10/2025

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COUNTERPARTY Barclays Bank PLC
TYPE Note
CURRENCY GBP
CURRENT PRICE 97.39% (as at 06/07/2026 10:07 UK Time)

STRIKE DATE 22/11/2023
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 6.80% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2638649058
NEXT POTENTIAL MATURITY DATE 24/11/2026

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COUNTERPARTY Barclays Bank PLC
TYPE Note
CURRENCY USD
CURRENT PRICE 98.43% (as at 06/07/2026 10:07 UK Time)

STRIKE DATE 22/11/2023
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 7.00% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2638648910
NEXT POTENTIAL MATURITY DATE 24/11/2026

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COUNTERPARTY Barclays Bank PLC
TYPE Note
CURRENCY EUR
CURRENT PRICE 98.14% (as at 06/07/2026 10:07 UK Time)

STRIKE DATE 22/11/2023
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: EUR: 5.30% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2638650221
NEXT POTENTIAL MATURITY DATE 24/11/2026

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